Ebook > Sciences > Math > Ju-Yi Yen & Marc Yor: Local Times and Excursion Theory for Brownian Motion (PDF)

Ju-Yi Yen & Marc Yor
Local Times and Excursion Theory for Brownian Motion [PDF ebook]
A Tale of Wiener and Ito Measures

Support

Cover of Ju-Yi Yen & Marc Yor: Local Times and Excursion Theory for Brownian Motion (PDF)

This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions. With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the Feynman-Kac formula.

€42.07

Buy this ebook and get 1 more FREE!

Language English ● Format PDF ● ISBN 9783319012704 ● Publisher Springer International Publishing ● Published 2013 ● Downloadable 3 times ● Currency EUR ● ID 6302552 ● Copy protection Adobe DRM

Requires a DRM capable ebook reader

More ebooks from the same author(s) / Editor

Ju-Yi Yen Marc Yor

48,586 Ebooks in this category

Cover of Klaus Kirsten: Spectral Functions in Mathematics and Physics

Klaus Kirsten: Spectral Functions in Mathematics and Physics

The literature on the spectral analysis of second order elliptic differential operators contains a great deal of information on the spectral functions for explicitly known spectra. The same is not …

Cover of Brian Hatfield: Quantum Field Theory Of Point Particles And Strings

Brian Hatfield: Quantum Field Theory Of Point Particles And Strings

First Published in 2018. The emphasis of the book is calculational, and most computations are presented in step-by-step detail. The book is unique in that it develops all three representations of …

Cover of Stefaan Caenepeel & Freddy Van Oystaeyen: Hopf Algebras and Quantum Groups

Stefaan Caenepeel & Freddy Van Oystaeyen: Hopf Algebras and Quantum Groups

This volume is based on the proceedings of the Hopf-Algebras and Quantum Groups conference at the Free University of Brussels, Belgium. It presents state-of-the-art papers – selected from over 65 …

Cover of Daniel B. Rowe: Multivariate Bayesian Statistics

Daniel B. Rowe: Multivariate Bayesian Statistics

Of the two primary approaches to the classic source separation problem, only one does not impose potentially unreasonable model and likelihood constraints: the Bayesian statistical approach. Bayesian …

Cover of Brian Albright & William P Fox: Mathematical Modeling with Excel

Brian Albright & William P Fox: Mathematical Modeling with Excel

This text presents a wide variety of common types of models found in other mathematical modeling texts, as well as some new types. However, the models are presented in a very unique format. A typical …

Cover of David J. (Naval Surface Warfare Center, Dahlgren, Virginia, USA) Marchette & Rakesh M. (University of Houston, Texas, USA) Verma: Cybersecurity Analytics

David J. (Naval Surface Warfare Center, Dahlgren, Virginia, USA) Marchette & Rakesh M. (University of Houston, Texas, USA) Verma: Cybersecurity Analytics

Cybersecurity Analytics is for the cybersecurity student and professional who wants to learn data science techniques critical for tackling cybersecurity challenges, and for the data science student a …

Cover of Michal (Slovak Tech University) Ceppan & Marek (Slovak Tech University) Liska: Applications of Numerical Methods in Molecular Spectroscopy

Michal (Slovak Tech University) Ceppan & Marek (Slovak Tech University) Liska: Applications of Numerical Methods in Molecular Spectroscopy

Applications of Numerical Methods in Molecular Spectroscopy provides a mathematical background, theoretical perspective, and review of spectral data processing methods. The book discusses methods of …

Cover of Alessandro Figa-Talamanca: Harmonic Analysis on Free Groups

Alessandro Figa-Talamanca: Harmonic Analysis on Free Groups

This book presents an account of recent results on the theory of representations and the harmonic analysis of free groups. It emphasizes the analogy with the theory of representations of noncompact …

Cover of Leighton Vaughan Williams: Probability, Choice, and Reason

Leighton Vaughan Williams: Probability, Choice, and Reason

Much of our thinking is flawed because it is based on faulty intuition. By using the framework and tools of probability and statistics, we can overcome this to provide solutions to many real-world pr …

Cover of Gerhard X. Ritter & Gonzalo Urcid: Introduction to Lattice Algebra

Gerhard X. Ritter & Gonzalo Urcid: Introduction to Lattice Algebra

Lattice theory extends into virtually every branch of mathematics, ranging from measure theory and convex geometry to probability theory and topology. A more recent development has been the rapid esc …